ThmDex – An index of mathematical definitions, results, and conjectures.
Formulation F10760 on R4637:
F10760
Formulation 1
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $X, Y : \Omega \to \Xi$ are each a D202: Random variable on $P$
(ii) $\{ X \in E \}, \{ Y \in F \} \in \mathcal{F}$ are each an D1716: Event in $P$
Then \begin{equation} \mathbb{P}( X \in E, X = Y ) = \mathbb{P}( Y \in E, X = Y ) \end{equation}